+66.3%
IBIT vs TSEM
+626.7%
-560.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +1.1% | +4.7% | -3.6% | +0.2% |
| 30D | +22.2% | -14.2% | +36.5% | +25.2% |
| 3M | +26.0% | -5.0% | +31.1% | +23.9% |
| 6M | +13.2% | +87.6% | -74.4% | -9.6% |
| YTD | -10.8% | +84.4% | -95.2% | -29.1% |
| 1Y | -29.9% | +235.4% | -265.3% | -53.8% |
| All | +66.3% | +626.7% | -560.4% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling